Exact results on Poisson noise, Poisson flights, and Poisson fluctuations

DOI10.1063/5.0040819zbMATH Open1470.60147OpenAlexW3171791193MaRDI QIDQ5000212FDOQ5000212

Authors Manuel O. Cáceres

Publication date 9 July 2021

Published in Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/5.0040819

zbMATH Keywords

Poisson fluctuations

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• scientific article; zbMATH DE number 4003342 (Why is no real title available?)
• scientific article; zbMATH DE number 3806623 (Why is no real title available?)
• Asymptotic theory of statistics and probability
• Finite-velocity diffusion in random media
• Intermittent waiting-time noises through embedding processes
• Lévy flights in a steep potential well
• Lévy noise, Lévy flights, Lévy fluctuations
• Noise-induced transitions. Theory and applications in physics, chemistry, and biology
• Non-equilibrium Statistical Physics with Application to Disordered Systems
• Steady state, relaxation and first-passage properties of a run-and-tumble particle in one-dimension
• Stochastic PDEs, random fields and exact mean-values
• Stochastic differential equations driven by fractional Brownian motion and Poisson point process
• Stochastic processes driven by dichotomous Markov noise: Some exact dynamical results
• The generalized Ornstein - Uhlenbeck process
• The generalized Wiener process II: Finite systems
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

Cited in

(1)

• On jump-diffusive driving noise sources. Some explicit results and applications

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